Nick Kroll always wanted his own TV show, but that doesn't mean the comedian best known for his role as Rodney Ruxin on FX's "The League" thought it would actually happen one day.

"When you get started, you're just trying to get booked at an open mic," said Kroll over the phone Monday from Los Angeles. "For me, I was literally trying to stay afloat. I never actually thought I would get my own sketch show. So the idea that one day I would have my own show is pretty wild. But once I got it, I thought, 'Yeah, this is exactly what I always wanted to do.'"

"Kroll Show" premieres Wednesday on Comedy Central. The eight-episode sketch comedy series features characters Kroll has introduced over the years online and in his stand-up show, including the "Jersey Shore"-worthy Bobby Bottleservice and "That's So Raven" craft services coordinator Fabrice Fabrice. On Sunday, Kroll will perform two shows at Up Comedy Club in Lincoln Park and preview his new series.

"My friends and family always thought I was pretty funny, but I don't know if they thought I was get-my-own-show funny," he said. "My parents were so skeptical about the (entertainment industry). They didn't know anyone else who had done this. But they never put pressure on me to become anything. That's probably why I ended up a deadbeat comedian."

In addition to starring in "The League" and appearing in the films "Little Fockers," "I Love You, Man" and "Date Night," Kroll has acted in a failed pilot or two and the short-lived "Cavemen." "If you go back and watch it, it's not nearly as bad as everyone thought it would be," Kroll said of "Cavemen," which the Tribune in 2007 named one of the worst 25 shows ever.

While Kroll believes there have been many more highs than lows, he feels the hard times (he once lost his aunt, was rejected by a female he liked and butted heads with a director on a doomed pilot in a span of a week) helped him get to this point.

"Oftentimes the shows that don't work help you get it right," he said. "On 'Cavemen' I learned how to deal with press and how to talk to the first (assistant director) and how to tell a writer I want to change a line."

Kroll has more input in the Winnetka-based "The League," the comedy about a group of fantasy football-obsessed friends that has been picked up for a fifth season, thanks to the semi-improvised format. Plus, he gets to live every football fan's dream because of the many NFL-related cameos on the show. Former Bear Jim McMahon and current Bear Matt Forte have both played themselves on "The League," as has Kristin Cavallari, fiancee of the Bears' Jay Cutler.

The New York native admits cheering for players who have appeared on the show, even the ones who are rivals with his beloved Dallas Cowboys. "I always have an eye out for Maurice Jones-Drew, Matt Forte, (Robert Griffin III). They become people, especially the nice ones."

And when they're playing against his fantasy football team? "I hope they break their knees," Kroll responded without hesitation.

"Kroll Show" will also feature famous cameos. Fred Armisen ("Saturday Night Live") and Ed Helms ("The Office") and Chicago comedians Hannibal Buress and John Mulaney all appear in season one. Comedy Central has yet to pick up the show for a second season (which is to be expected, considering the show hasn't debuted) but recently ordered more scripts in case it does bring it back.

"My attitude has always been, I really hope it gets picked up," Kroll said, "both because I'm an egomaniac and because I truly enjoy it. But if it doesn't get picked up, at least I can say I spent a year doing exactly what I wanted to do."